基于概率模型的蓝筹与小盘轮动策略:年化收益率（31.61%）
该策略基于正态分布概率模型量化风格趋势信号，筛选合规且财务达标的标的后，按趋势精选蓝筹或小盘标的，等额持仓十只，月度调仓。
概要
核心指标
- 累计收益率: 79.16%
- 年化收益率: 31.61%
- 基准收益率: 30.46%
- 阿尔法: 0.15
- 夏普比率: 1.11
- 最大回撤: 21.86%
源码
查看AI策略代码
绩效
持仓详情
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当日收盘价 | 当日市值 | 浮动收益/浮动收益率
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-03-23 | 洛阳钼业(603993.SH) | 17.195157142857 | 7700 | 72 | 16.49 | 126973 | -5429.71/-4.101% |
| 2026-03-23 | 北方华创(002371.SZ) | 442.712775 | 400 | 72 | 444.39 | 177756 | 670.89/0.379% |
| 2026-03-23 | 新易盛(300502.SZ) | 349.21474 | 500 | 92 | 460.44 | 230220 | 55612.63/31.85% |
| 2026-03-23 | 立讯精密(002475.SZ) | 60.481600629756 | 3811 | 92 | 46.3 | 176449.3 | -54046.08/-23.448% |
| 2026-03-23 | 中际旭创(300308.SZ) | 489.74686666667 | 300 | 92 | 599.62 | 179886 | 32961.94/22.435% |
| 2026-03-23 | 紫金矿业(601899.SH) | 29.50885 | 4700 | 92 | 30.58 | 143726 | 5034.41/3.63% |
| 2026-03-23 | 中国人寿(601628.SH) | 43.280902109248 | 4300 | 92 | 39.42 | 169506 | -16601.88/-8.921% |
| 2026-03-23 | 工业富联(601138.SH) | 70.30799765808 | 3416 | 92 | 47.6 | 162601.6 | -77570.52/-32.298% |
| 2026-03-23 | 宁德时代(300750.SZ) | 382.56274 | 500 | 92 | 401.99 | 200995 | 9713.63/5.078% |
| 2026-03-23 | 恒瑞医药(600276.SH) | 62.869208823529 | 3400 | 92 | 52.78 | 179452 | -34303.31/-16.048% |
交易详情
| 2026-03-03 | 中国人寿(601628.SH) | 买 | 300 | 43.77 | 13131 | ¥5 | 0 |
| 2026-03-03 | 紫金矿业(601899.SH) | 卖 | -600 | 40.35 | -24210 | ¥31.47 | 6504.69 |
| 2026-03-03 | 洛阳钼业(603993.SH) | 卖 | -1100 | 24.3 | -26730 | ¥34.75 | 7815.33 |
| 2026-03-03 | 立讯精密(002475.SZ) | 买 | 200 | 49.16 | 9832 | ¥5 | 0 |
| 2026-02-12 | 立讯精密(002475.SZ) | 买 | 11 | 50.99 | -15.11 | ¥0 | 0 |
| 2026-02-03 | 工业富联(601138.SH) | 买 | 300 | 56.3 | 16890 | ¥5.07 | 0 |
| 2026-02-03 | 中国人寿(601628.SH) | 卖 | -200 | 48.56 | -9712 | ¥14.71 | 1063.41 |
| 2026-02-03 | 紫金矿业(601899.SH) | 卖 | -400 | 37.84 | -15136 | ¥20.14 | 3332.46 |
| 2026-02-03 | 洛阳钼业(603993.SH) | 卖 | -1000 | 22.78 | -22780 | ¥29.61 | 5584.84 |
| 2026-02-03 | 立讯精密(002475.SZ) | 买 | 300 | 52.83 | 15849 | ¥5 | 0 |
